| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,801.0 |
1,808.2 |
7.2 |
0.4% |
1,801.6 |
| High |
1,812.2 |
1,841.9 |
29.7 |
1.6% |
1,833.8 |
| Low |
1,798.9 |
1,808.0 |
9.1 |
0.5% |
1,792.7 |
| Close |
1,804.2 |
1,823.1 |
18.9 |
1.0% |
1,804.2 |
| Range |
13.3 |
33.9 |
20.6 |
154.9% |
41.1 |
| ATR |
25.9 |
26.7 |
0.8 |
3.3% |
0.0 |
| Volume |
105,457 |
159,616 |
54,159 |
51.4% |
674,994 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.0 |
1,908.5 |
1,841.7 |
|
| R3 |
1,892.1 |
1,874.6 |
1,832.4 |
|
| R2 |
1,858.2 |
1,858.2 |
1,829.3 |
|
| R1 |
1,840.7 |
1,840.7 |
1,826.2 |
1,849.5 |
| PP |
1,824.3 |
1,824.3 |
1,824.3 |
1,828.7 |
| S1 |
1,806.8 |
1,806.8 |
1,820.0 |
1,815.6 |
| S2 |
1,790.4 |
1,790.4 |
1,816.9 |
|
| S3 |
1,756.5 |
1,772.9 |
1,813.8 |
|
| S4 |
1,722.6 |
1,739.0 |
1,804.5 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.5 |
1,910.0 |
1,826.8 |
|
| R3 |
1,892.4 |
1,868.9 |
1,815.5 |
|
| R2 |
1,851.3 |
1,851.3 |
1,811.7 |
|
| R1 |
1,827.8 |
1,827.8 |
1,808.0 |
1,839.6 |
| PP |
1,810.2 |
1,810.2 |
1,810.2 |
1,816.1 |
| S1 |
1,786.7 |
1,786.7 |
1,800.4 |
1,798.5 |
| S2 |
1,769.1 |
1,769.1 |
1,796.7 |
|
| S3 |
1,728.0 |
1,745.6 |
1,792.9 |
|
| S4 |
1,686.9 |
1,704.5 |
1,781.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,841.9 |
1,792.7 |
49.2 |
2.7% |
27.0 |
1.5% |
62% |
True |
False |
149,704 |
| 10 |
1,841.9 |
1,782.0 |
59.9 |
3.3% |
27.3 |
1.5% |
69% |
True |
False |
152,339 |
| 20 |
1,841.9 |
1,752.9 |
89.0 |
4.9% |
25.8 |
1.4% |
79% |
True |
False |
154,553 |
| 40 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
26.2 |
1.4% |
91% |
True |
False |
101,899 |
| 60 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
26.5 |
1.5% |
91% |
True |
False |
70,518 |
| 80 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
26.5 |
1.5% |
91% |
True |
False |
53,700 |
| 100 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
25.1 |
1.4% |
91% |
True |
False |
43,316 |
| 120 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
24.6 |
1.3% |
91% |
True |
False |
36,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,986.0 |
|
2.618 |
1,930.7 |
|
1.618 |
1,896.8 |
|
1.000 |
1,875.8 |
|
0.618 |
1,862.9 |
|
HIGH |
1,841.9 |
|
0.618 |
1,829.0 |
|
0.500 |
1,825.0 |
|
0.382 |
1,820.9 |
|
LOW |
1,808.0 |
|
0.618 |
1,787.0 |
|
1.000 |
1,774.1 |
|
1.618 |
1,753.1 |
|
2.618 |
1,719.2 |
|
4.250 |
1,663.9 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,825.0 |
1,821.2 |
| PP |
1,824.3 |
1,819.2 |
| S1 |
1,823.7 |
1,817.3 |
|